| Publication | Date of Publication | Type |
|---|
Shrinkage for extreme partial least-squares
Statistics and Computing | 2024-11-26 | Paper |
Optimization of power consumption and device availability based on point process modelling of the request sequence
Journal of the Royal Statistical Society. Series C. Applied Statistics | 2024-11-14 | Paper |
Reduced-bias estimation of the extreme conditional tail expectation for Box-Cox transforms of heavy-tailed distributions
Journal of Statistical Planning and Inference | 2024-08-26 | Paper |
Estimation of extreme quantiles from heavy-tailed distributions with neural networks
Statistics and Computing | 2023-11-17 | Paper |
Reparameterization of extreme value framework for improved Bayesian workflow
Computational Statistics and Data Analysis | 2023-09-15 | Paper |
A refined Weissman estimator for extreme quantiles
Extremes | 2023-08-22 | Paper |
Multivariate expectile-based distribution: properties, Bayesian inference, and applications
Journal of Statistical Planning and Inference | 2023-06-20 | Paper |
Extreme $$L^p$$-quantile Kernel Regression
Advances in Contemporary Statistics and Econometrics | 2023-01-24 | Paper |
Nonparametric extreme conditional expectile estimation
Scandinavian Journal of Statistics | 2023-01-05 | Paper |
Extreme partial least-squares
Journal of Multivariate Analysis | 2022-12-23 | Paper |
Mixture of multivariate Gaussian processes for classification of irregularly sampled satellite image time-series
Statistics and Computing | 2022-10-07 | Paper |
On automatic bias reduction for extreme expectile estimation
Statistics and Computing | 2022-09-15 | Paper |
A generative model for fBm with deep ReLU neural networks
Journal of Complexity | 2022-09-12 | Paper |
On the estimation of the variability in the distribution tail
Test | 2022-02-10 | Paper |
Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models
The Annals of Statistics | 2022-02-07 | Paper |
Advanced topics in sliced inverse regression
Journal of Multivariate Analysis | 2022-01-03 | Paper |
Estimating an endpoint with high order moments in the Weibull domain of attraction
Statistics & Probability Letters | 2021-09-29 | Paper |
ExpectHill estimation, extreme risk and heavy tails
Journal of Econometrics | 2021-02-04 | Paper |
Estimation of extreme quantiles from heavy-tailed distributions in a location-dispersion regression model
Electronic Journal of Statistics | 2021-01-19 | Paper |
Beyond tail median and conditional tail expectation: extreme risk estimation using tail \(L^p\)-optimization
Scandinavian Journal of Statistics | 2020-11-30 | Paper |
Priority statement and some properties of t-lgHill estimator
Extremes | 2020-09-10 | Paper |
Asymptotic behavior of the extrapolation error associated with the estimation of extreme quantiles
Extremes | 2020-06-24 | Paper |
Estimation of the tail-index in a conditional location-scale family of heavy-tailed distributions
Dependence Modeling | 2020-04-28 | Paper |
Extreme-value-theoretic estimation of local intrinsic dimensionality
Data Mining and Knowledge Discovery | 2020-01-21 | Paper |
Transformation of a copula using the associated co-copula
Dependence Modeling | 2020-01-13 | Paper |
Tail expectile process and risk assessment
Bernoulli | 2019-12-05 | Paper |
Dependence properties and Bayesian inference for asymmetric multivariate copulas
Journal of Multivariate Analysis | 2019-11-22 | Paper |
| Sub-Weibull distributions: generalizing sub-Gaussian and sub-Exponential properties to heavier-tailed distributions | 2019-05-13 | Paper |
Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization
Bernoulli | 2019-01-28 | Paper |
A new sliced inverse regression method for multivariate response
Computational Statistics and Data Analysis | 2018-11-23 | Paper |
Student sliced inverse regression
Computational Statistics and Data Analysis | 2018-08-14 | Paper |
Estimation of Tail Risk Based on Extreme Expectiles
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2018-03-13 | Paper |
Kernel estimation of extreme regression risk measures
Electronic Journal of Statistics | 2018-02-20 | Paper |
| Intriguing properties of extreme geometric quantiles | 2017-09-18 | Paper |
Collaborative sliced inverse regression
Communications in Statistics: Theory and Methods | 2017-08-23 | Paper |
Copulas based on Marshall-Olkin machinery
Springer Proceedings in Mathematics & Statistics | 2017-07-05 | Paper |
Weak properties and robustness of t-Hill estimators
Extremes | 2016-11-30 | Paper |
A flexible and tractable class of one-factor copulas
Statistics and Computing | 2016-11-15 | Paper |
On the estimation of the functional Weibull tail-coefficient
Journal of Multivariate Analysis | 2016-04-15 | Paper |
On the Strong Consistency of the Kernel Estimator of Extreme Conditional Quantiles
Functional Statistics and Applications | 2016-02-25 | Paper |
Kernel discriminant analysis and clustering with parsimonious Gaussian process models
Statistics and Computing | 2016-02-23 | Paper |
Weighted least-squares inference for multivariate copulas based on dependence coefficients
European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics | 2016-02-12 | Paper |
A classification method for binary predictors combining similarity measures and mixture models
Dependence Modeling | 2016-01-21 | Paper |
Marshall-Olkin type copulas generated by a global shock
Journal of Computational and Applied Mathematics | 2015-12-21 | Paper |
Extreme geometric quantiles in a multivariate regular variation framework
Extremes | 2015-12-08 | Paper |
\(L_{1}\)-optimal linear programming estimator for periodic frontier functions with Hölder continuous derivative
Automation and Remote Control | 2015-11-17 | Paper |
A new extension of bivariate FGM copulas
Metrika | 2015-10-14 | Paper |
A class of multivariate copulas based on products of bivariate copulas
Journal of Multivariate Analysis | 2015-09-10 | Paper |
| scientific article; zbMATH DE number 6458302 (Why is no real title available?) | 2015-07-13 | Paper |
| scientific article; zbMATH DE number 6458338 (Why is no real title available?) | 2015-07-13 | Paper |
Reduced-bias estimator of the conditional tail expectation of heavy-tailed distributions
Mathematical Statistics and Limit Theorems | 2015-06-24 | Paper |
Nonparametric estimation of the conditional tail copula
Journal of Multivariate Analysis | 2015-06-12 | Paper |
| On the estimation of the second order parameter for heavy-tailed distributions | 2015-06-12 | Paper |
A sliced inverse regression approach for data stream
Computational Statistics | 2015-03-05 | Paper |
Uniform strong consistency of a frontier estimator using kernel regression on high order moments
ESAIM: Probability and Statistics | 2015-02-17 | Paper |
Non-parametric estimation of extreme risk measures from conditional heavy-tailed distributions
Scandinavian Journal of Statistics | 2014-12-09 | Paper |
A \(\Gamma\)-moment approach to monotonic boundary estimation
Journal of Econometrics | 2014-08-07 | Paper |
Reduced-bias estimator of the Proportional Hazard Premium for heavy-tailed distributions
Insurance Mathematics & Economics | 2014-04-04 | Paper |
On kernel smoothing for extremal quantile regression
Bernoulli | 2014-02-04 | Paper |
Frontier estimation with kernel regression on high order moments
Journal of Multivariate Analysis | 2014-01-10 | Paper |
| Bivariate copulas defined from matrices | 2013-10-21 | Paper |
\(L_1\)-optimal nonparametric frontier estimation via linear programming
Automation and Remote Control | 2013-06-28 | Paper |
Functional kernel estimators of large conditional quantiles
Electronic Journal of Statistics | 2013-05-28 | Paper |
Functional kernel estimators of large conditional quantiles
Electronic Journal of Statistics | 2013-05-28 | Paper |
Estimating an endpoint with high-order moments
Test | 2013-04-10 | Paper |
| Functional kernel estimators of conditional extreme quantiles | 2012-12-05 | Paper |
Kernel estimators of extreme level curves
Test | 2012-11-15 | Paper |
Estimation of extreme quantiles from heavy and light tailed distributions
Journal of Statistical Planning and Inference | 2012-08-30 | Paper |
Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels
Extremes | 2011-07-18 | Paper |
| Gaussian Regularized Sliced Inverse Regression | 2011-03-31 | Paper |
| A new bivariate extension of FGM copulas | 2011-03-30 | Paper |
Weibull tail-distributions revisited: A new look at some tail estimators
Journal of Statistical Planning and Inference | 2010-10-22 | Paper |
Functional nonparametric estimation of conditional extreme quantiles
Journal of Multivariate Analysis | 2010-01-12 | Paper |
Robust supervised classification with mixture models: learning from data with uncertain labels
Pattern Recognition | 2009-07-29 | Paper |
High-dimensional data clustering
Computational Statistics and Data Analysis | 2009-06-02 | Paper |
Bias-reduced estimators of the Weibull tail-coefficient
Test | 2009-05-27 | Paper |
A moving window approach for nonparametric estimation of the conditional tail index
Journal of Multivariate Analysis | 2008-11-27 | Paper |
Sliced inverse regression in reference curves estimation
Computational Statistics and Data Analysis | 2008-11-26 | Paper |
A Note on Sliced Inverse Regression with Regularizations
Biometrics | 2008-10-15 | Paper |
Smoothed Extreme Value Estimators of Non-Uniform Point Processes Boundaries with Application to Star-Shaped Supports Estimation
Communications in Statistics: Theory and Methods | 2008-05-19 | Paper |
Bias-reduced extreme quantile estimators of Weibull tail-distributions
Journal of Statistical Planning and Inference | 2008-03-11 | Paper |
Estimation of the Weibull tail-coefficient with linear combination of upper order statistics
Journal of Statistical Planning and Inference | 2008-03-11 | Paper |
High-Dimensional Discriminant Analysis
Communications in Statistics: Theory and Methods | 2008-01-23 | Paper |
Comparison of Weibull tail-coefficient estimators
(available as arXiv preprint) | 2007-12-04 | Paper |
Quasi-conjugate Bayes estimates for GPD parameters and application to heavy tails modelling
Extremes | 2006-05-24 | Paper |
Some linear programming methods for frontier estimation
Applied Stochastic Models in Business and Industry | 2006-05-24 | Paper |
Central limit theorems for smoothed extreme value estimates of Poisson point processes bound\-aries
Journal of Statistical Planning and Inference | 2005-11-22 | Paper |
Asymptotic distribution of a Pickands-type estimator of the extreme-value index
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2005-08-01 | Paper |
Nonparametric frontier estimation by linear programming
Automation and Remote Control | 2005-06-17 | Paper |
Estimating Extreme Quantiles of Weibull Tail Distributions
Communications in Statistics: Theory and Methods | 2005-06-14 | Paper |
Auto-associative models and generalized principal component analysis
Journal of Multivariate Analysis | 2005-02-09 | Paper |
A Hill Type Estimator of the Weibull Tail-Coefficient
Communications in Statistics: Theory and Methods | 2005-01-14 | Paper |
Asymptotic normality of the ET method -- application to the ET test
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2004-03-25 | Paper |
| A Pickands type estimator of the extreme value index | 2004-03-18 | Paper |
A note on the asymptotic normality of the ET method for extreme quantile estimation.
Statistics & Probability Letters | 2004-02-14 | Paper |
On the asymptotic normality of the \(L_1\)-error for Haar series estimates of Poisson point processes boundaries.
Statistics & Probability Letters | 2004-02-14 | Paper |
Symmetry and dependence properties within a semiparametric family of bivariate copulas
Journal of Nonparametric Statistics | 2003-09-28 | Paper |
A semiparametric family of symmetric bivariate copulas
Comptes Rendus de l'Académie des Sciences. Série I. Mathématique | 2003-06-06 | Paper |
A nonlinear PCA based on manifold approximation
Computational Statistics | 2001-09-23 | Paper |
| scientific article; zbMATH DE number 1405400 (Why is no real title available?) | 2000-06-25 | Paper |
Consistance de la méthode ET et variations régulières
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 2000-04-27 | Paper |
Position of Principal component analysis among Auto-associative composite models
Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 1999-04-12 | Paper |
